https://github.com/castle/tdigest
Ruby implementation of Dunning's T-Digest for streaming quantile approximation
https://github.com/castle/tdigest
Last synced: 11 months ago
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Ruby implementation of Dunning's T-Digest for streaming quantile approximation
- Host: GitHub
- URL: https://github.com/castle/tdigest
- Owner: castle
- License: mit
- Created: 2015-11-11T04:32:00.000Z (over 10 years ago)
- Default Branch: master
- Last Pushed: 2023-08-21T14:05:04.000Z (almost 3 years ago)
- Last Synced: 2025-04-30T07:43:21.854Z (about 1 year ago)
- Language: Ruby
- Homepage:
- Size: 59.6 KB
- Stars: 22
- Watchers: 21
- Forks: 5
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE.txt
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README
# t-digest Ruby
[](https://github.com/castle/tdigest/actions/workflows/specs.yml)
[](https://badge.fury.io/rb/tdigest)
Ruby implementation of Ted Dunning's [t-digest](https://github.com/tdunning/t-digest) data structure.
Inspired by the [Javascript implementation](https://github.com/welch/tdigest) by [Will Welch](https://github.com/welch)
## Installation
Add this line to your application's Gemfile:
```ruby
gem 'tdigest'
```
And then execute:
$ bundle
Or install it yourself as:
$ gem install tdigest
## Usage
```ruby
td = ::TDigest::TDigest.new
1_000.times { td.push(rand) }
td.compress!
puts td.percentile(0.5)
puts td.p_rank(0.95)
```
#### Serialization
This gem offers the same serialization options as the original [Java implementation](https://github.com/tdunning/t-digest). You can read more about T-digest persistence in [Chapter 3 in the paper](https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf).
**Standard encoding**
This encoding uses 8-byte Double for the means and a 4-byte integer for counts. Size per centroid is a fixed 12-bytes.
```ruby
bytes = tdigest.as_bytes
```
**Compressed encoding**
This encoding uses delta encoding with 4-byte floats for the means and variable length encoding for the counts. Size per centroid is between 5-12 bytes.
```ruby
bytes = tdigest.as_small_bytes
```
**Deserializing**
Deserialization will automatically detect compression format
```ruby
tdigest = TDigest::TDigest.from_bytes(bytes)
```
## Development
After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake test` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
## Contributing
Bug reports and pull requests are welcome on GitHub at https://github.com/castle/tdigest.
## License
The gem is available as open source under the terms of the [MIT License](http://opensource.org/licenses/MIT).